Jethro's Braindump

Non-parametric Filters

tags
Bayes Filter, Particle Filter, Histogram Filter

Non-parametric filters do not make strong assumptions on the posterior density, making them well suited for complex, multi-modal beliefs. The representational power comes at the cost of computational complexity.

Some non-parametric techniques allow adaptivity. For example, particle filters can adapt the number of particles based on the available compute resources.

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